That's correct. The supervisor needs to be using Finesse and needs to click the button in Finesse to begin the monitoring.
I don't understand how you are trying to use this feature, can you rephrase your question?
PS, In UCCX 11.6 they added the ability to monitor a non-ACD call, that the Agent makes, from their ACD line. So, technically there are two types of calls you can monitor.